Rate-Cost Tradeoffs in Control

DOI10.1109/TAC.2019.2912256MaRDI QIDQ5211212zbMATH OpenOpenAlexWikidataFDO

Authors Victoria Kostina, B. Hassibi

Publication date 28 January 2020

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1612.02126

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Optimality conditions for problems involving randomness (49K45) Linear-quadratic optimal control problems (49N10) Stochastic systems in control theory (general) (93E03) Optimal stochastic control (93E20) Digital control/observation systems (93C62)

Abstract: Consider a control problem with a communication channel connecting the observer of a linear stochastic system to the controller. The goal of the controller is to minimize a quadratic cost function in the state variables and control signal, known as the linear quadratic regulator (LQR). We study the fundamental tradeoff between the communication rate $r$ bits/sec and the expected cost $b$. We obtain a lower bound on a certain rate-cost function, which quantifies the minimum directed mutual information between the channel input and output that is compatible with a target LQR cost. The rate-cost function has operational significance in multiple scenarios of interest: among others, it allows us to lower-bound the minimum communication rate for fixed and variable length quantization, and for control over noisy channels. We derive an explicit lower bound to the rate-cost function, which applies to the vector, non-Gaussian, and partially observed systems, thereby extending and generalizing an earlier explicit expression for the scalar Gaussian system, due to Tatikonda el al. The bound applies as long as the differential entropy of the system noise is not $-infty$. It can be closely approached by a simple lattice quantization scheme that only quantizes the innovation, that is, the difference between the controller's belief about the current state and the true state. Via a separation principle between control and communication, similar results hold for causal lossy compression of additive noise Markov sources. Apart from standard dynamic programming arguments, our technical approach leverages the Shannon lower bound, develops new estimates for data compression with coding memory, and uses some recent results on high resolution variable-length vector quantization to prove that the new converse bounds are tight.

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• Optimal Quantizer Scheduling and Controller Synthesis for Partially Observable Linear Systems
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• LQG control and linear policies for noisy communication links with synchronized side information at the decoder
• Optimal control and quantization for discrete-time stochastic systems with input delay
• Simultaneous perception-action design via invariant finite belief sets

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